[Exim] DNS or MTA?

I am seeing this when I send mail from the localhost that is our
mailserver.

451 MX list for mercuryfilmworks.com. points back to
mail.mercuryfilmworks.com: No such file or directory
554 <XXX@???>... Local configuration error

We don't control our own DNS and I am not the most capable person with
it, so any pointers or directional indicators of any sort would be
app'd.

--
Derrick MacPherson
Mercury Filmworks